Martingales, Tauberian Theorem, and Strategies of Gambling (Q4384404)
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scientific article; zbMATH DE number 1144384
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingales, Tauberian Theorem, and Strategies of Gambling |
scientific article; zbMATH DE number 1144384 |
Statements
Martingales, Tauberian Theorem, and Strategies of Gambling (English)
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8 September 1998
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optimal stopping
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local martingales
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Wald equation
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uniform integrability
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sharp inequalities
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gambling strategies
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boundary crossing problem
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